-65.4%
TEAM vs PENG
+56.5%
-122.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.5% |
| 7D | -2.4% | +13.2% | -15.6% | -4.6% |
| 30D | -26.7% | -29.9% | +3.2% | -22.9% |
| 3M | -9.6% | -22.2% | +12.6% | -8.3% |
| 6M | +86.0% | -1.9% | +87.9% | +65.4% |
| YTD | -7.5% | +142.1% | -149.6% | -39.3% |
| 1Y | -1.4% | +151.5% | -152.9% | -36.3% |
| 3Y | -14.3% | +206.9% | -221.2% | -55.2% |
| All | -65.4% | +56.5% | -122.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling